Error sources and error propagation in the Levinson-Durbin algorithm

DOI10.1109/78.212736zbMATH Open0771.93080OpenAlexW2151344854MaRDI QIDQ5288634FDOQ5288634

Authors: Constantin Papaodysseus, E. Koukoutsis, Costas N. Triantafyllou 

Publication date: 15 August 1993

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.212736

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zbMATH Keywords

numerical errorLevinson-Durbin algorithminput autocorrelation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (7)

• Exact analysis of the finite precision error generation and propagation in the FAEST and the fast transversal algorithms: A general methodology for developing robust RLS schemes
• Error propagation in the Gel'fand-Levitan equation
• Using a fast RLS adaptive algorithm for efficient speech processing
• A parallelizable recursive least squares algorithm for adaptive filtering, with very good tracking properties
• Fixed point error analysis of the normalized ladder algorithm
• Numerical stability of fast computation algorithms of Zernike moments
• Stabilité numérique de l'algorithme de Levinson

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